60
Mathematics
NUMERICAL METHODS
See References
1
and
9-22
for additional information.
Expansion in Series
If
the value of a function f(x) can be expressed in the region close to x
=
a,
and if all derivatives of f(x) near a exist and are finite, then by the infinite
power series
(x
-
a)"
f"(a)+
. . .
f(x)=f(a)+(x-a)f'(a)+- f"(a)+
. . .
+-
(x
-
a)'
2!
n!
and f(x) is
analytic
near
x
=
a. The preceding power series is called the
Taylor
series expansion
of f(x) near x
=
a.
If
for some value of x as [x
-
a] is increased,
then the series is no longer convergent, then that value of x is outside the radius
of convergence of the series.
The error due to truncation of the series is partially due to [x
-
a] and
partially due to the number of terms (n) to which the series is taken. The
quantities [x
-
a] and n can be controlled and the truncation error is said to
be of the order of
(x
-
a)"+I or O(x
-
a)"".
Finite Difference Calculus
In the finite difference calculus, the fundamental rules of ordinary calculus
are employed, but Ax is treated as a small quantity, rather than infinitesimal.
Given a function f(x) which is analytic (i.e., can be expanded in
a
Taylor series)
in the region of a point x, where h
=
Ax, if f(x
+
h) is expanded about x, f'(x)
can be defined at x
=
xi as
f'(xi)
=
f;
=
(f,+,
-
fi)/h
+
O(h)
The first
forward difference
of
f
at xi may be written as
Afi
=
fi+l
-
fi
and then
f'(x)
=
(Af,)/h
+
O(h)
The first
backward difference
of
f
at xi is
Vf,
=
fi
-
fi-l
and f'(x) may also be written
as
f'(x)
=
(Vfi)/h
+
O(h)